Arima Model Properties
Properties
Auto | Gets or sets the number of auto-regressive terms in the ARIMA model. |
Auto | Gets the parameters corresponding to the auto-regressive terms in the model. |
Base |
Gets an index containing the keys of the columns
that are required inputs to the model.
(Inherited from Model) |
Computed |
Gets whether the model has been computed.
(Inherited from Model) Obsolete. |
Covariance |
Gets the covariance matrix of the model parameters.
(Inherited from TimeSeriesModel<T>) |
Data |
Gets an object that contains all the data used as input to the model.
(Inherited from Model) |
Degree | Gets or sets the degree of differencing of the ARIMA model. |
Degrees |
Gets the total degrees of freedom of the data.
(Inherited from TimeSeriesModel<T>) |
Error | Gets the error variance of the time series. |
Estimate | Gets or sets whether the model contains a constant (mean) term. |
Fitted |
Gets whether the model has been computed.
(Inherited from Model) |
Input |
Gets the schema for the features used for fitting the model.
(Inherited from Model) |
Log |
Gets the log-likelihood that the model generated the data.
(Inherited from TimeSeriesModel<T>) |
Max |
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from Model) |
Mean | Gets or sets the mean of the time series. |
Model |
Gets the collection of variables used in the model.
(Inherited from Model) |
Moving | Gets or sets the number of moving average terms in the ARIMA model. |
Moving | Gets the parameters corresponding to the moving averagw terms in the model. |
Number |
Gets the number of observations the model is based on.
(Inherited from Model) |
Parallel |
Gets or sets an object that specifies how the calculation of the model should be parallelized.
(Inherited from Model) |
Parameters |
Gets the collection of parameters associated with this model.
(Inherited from TimeSeriesModel<T>) |
Parameter |
Gets the collection of parameters associated with this model.
(Inherited from TimeSeriesModel<T>) |
Predictions |
Gets a vector containing the model's predicted values for the dependent variable.
(Inherited from TimeSeriesModel<T>) |
Pseudo | Gets the pseudo R Squared value for the ARIMA model. |
Residuals |
Gets a vector containing the residuals of the model.
(Inherited from TimeSeriesModel<T>) |
Residual |
Gets the sum of squares of the residuals of the model.
(Inherited from TimeSeriesModel<T>) |
Standard |
Gets the standard error of the regression.
(Inherited from TimeSeriesModel<T>) |
Status |
Gets the status of the model, which determines which information is available.
(Inherited from Model) |
Supports |
Indicates whether the model supports case weights.
(Inherited from Model) |
Time |
Gets the time series that is being modeled.
(Inherited from TimeSeriesModel<T>) |
Weights |
Gets or sets the actual weights.
(Inherited from Model) |